What error should I use for RNN?
To provide a good answer would fill several pages.  To keep it very simple try many different loss functions on your model.  Your goal is to have the highest performance based on some desired prediction metric (e.g., RMSE, MAE, MAPE, etc.).  You almost always have plenty of time to try many loss functions so you don't need to have a full understanding, and few people do, to start your project.
I recommend you read the following to learn more:

5 Regression Loss Functions All Machine Learners Should Know by Prince Grover
Loss functions: Why, what, where or when? by Phuc Truong
Loss Functions in Deep Learning: An Overview